David Newton

Head of Accounting, Finance and Law

University of Bath

United Kingdom

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Articles (8)

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2021

Year:

2021

Year:

2021

Year:

2020

Collaborators (8)

Andrew Yim

City, University of London

UNITED KINGDOM

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Haozhe Su

Lecturer

University of Nottingham

UNITED KINGDOM

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Michael Tretyakov

Professor

University of Nottingham

UNITED KINGDOM

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Charles Sutcliffe

University of Reading

UNITED KINGDOM

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Dimitrios Stafylas

Aston University

UNITED KINGDOM

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Xiaoxia Ye

Associate Professor of Finance

University of Exeter Business School

UNITED KINGDOM

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Emmanouil Platanakis

University of Bath

UNITED KINGDOM

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Weihao Han

Assistant Professor (Lecturer) in Finance

University of Aberdeen

UNITED KINGDOM

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David Newton

Research Interests

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Articles (8)

Single-stage portfolio optimization with automated machine learning for M6

Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing

On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing

The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression

Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach

Universal arbitrage-free estimation of state price density

Widening the range of underlyings for derivatives pricing with QUAD by using finite difference to calculate transition densities—demonstrated for the no-arbitrage SABR Model

Collaborators (8)

Andrew Yim

Haozhe Su

Michael Tretyakov

Charles Sutcliffe

Dimitrios Stafylas

Xiaoxia Ye

Emmanouil Platanakis

Weihao Han

Make your next move.

David Newton

Research Interests

Explore related searches

Contact this professor

Articles (8)

Single-stage portfolio optimization with automated machine learning for M6

Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing

On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing

The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression

Hedge fund strategies, performance &amp;diversification: A portfolio theory &amp; stochastic discount factor approach

Universal arbitrage-free estimation of state price density

Widening the range of underlyings for derivatives pricing with QUAD by using finite difference to calculate transition densities—demonstrated for the no-arbitrage SABR Model

Collaborators (8)

Andrew Yim

Haozhe Su

Michael Tretyakov

Charles Sutcliffe

Dimitrios Stafylas

Xiaoxia Ye

Emmanouil Platanakis

Weihao Han

Make your next move.

Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach